To the best of our knowledge, this is the first time that one reveals the interaction
structure of the business sectors in the financial markets.
In a certain sense, the community structure of the MST tree or PMFG graph
may provide a more comprehensive understanding of
the interactions between the business sectors, compared to the RMT theory.
However, we observe that in the community structure of the PMFG graph in Fig. REF , there are two dominating communities, i.e., the so-called Core I and Core II,
which can not be identified as the standard business
sectors. Careful examination shows that the stocks in Core I and Core II are mainly those
with relatively large components in the
eigenvector of the largest eigenvalue in the RMT theory.
In fact, those stocks may be identified as the controlling set of
the financial network with a spectral centrality method, and
Core I and Core II are the network drivers, which
control the pace of the entire system [1]}, [2]}, [3]}, [4]}, [5]}.
To some extent, Core I and Core II form a kind of centers in the community structure,
connecting to the majority of the business sectors.
In contrast, there are only a few links between
other standard business sectors.
In other words, the interaction structure of the business sectors in Fig. REF  is dominated by
Core I and Core II, but it does not represent the real
local interactions between the business sectors.
Therefore, it is necessary to exclude the global price movement, and to extract
the real local interactions between the business sectors.
